Lolić, Ivana; Sorić, Petar; Čižmešija, Mirjana - In: Comparative economic research : Central and Eastern Europe 20 (2017) 4, pp. 125-142
This paper analyses the leading characteristics of the Consumer Confidence Index (CCI) with respect to stock market returns for 11 New EU Member States. It proposes novel CCI weights by minimizing mean squared errors from regression forecasting equations, using CCI lags as regressors. With...
